The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dalang-Morton-Willinger theorem under cone constraints. |
scientific article |
Statements
The Dalang-Morton-Willinger theorem under cone constraints. (English)
0 references
25 June 2003
0 references
Cone constraints
0 references
Dalang--Morton--Willinger theorem
0 references
Arbitrage
0 references
Short sale constraints
0 references
0 references
